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Structural Break Detecting in Regression Models
2014
AMO-Advanced Modeling and Optimization
unpublished
Preserved Fulltext
This paper is concerned with the change point detection in the linear regression models. Test procedures considered are the incomplete U-process and the quasi-Bayesian test procedures. The asymptotic null distribution of test statistics are proposed in terms of supremum of the Guassian process and the stochastic integral with respect to the Kiefer process.
fatcat:r5ps2qimovcsfe365ogvkiwlf4